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~isPartOf:"CentER Discussion Paper Series"
~person:"Hallin, Marc"
~subject:"Portfolio selection"
~subject:"Zeitreihenanalyse"
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Portfolio selection
Zeitreihenanalyse
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A class of simple semiparametrically efficient rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2009
choice of a reference density g, which needs not coincide with the unknown actual
innovation
density f. The validity of these …
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